+396.3%
NVDA vs CBRE
+67.4%
+328.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.8% | +1.8% | -1.1% |
| 7D | +3.8% | -1.5% | +5.3% | +4.2% |
| 30D | +0.8% | -4.0% | +4.8% | +1.5% |
| 3M | +8.2% | +8.0% | +0.2% | +5.1% |
| 6M | +27.1% | +4.0% | +23.1% | +24.5% |
| YTD | +21.2% | -11.5% | +32.7% | +24.0% |
| 1Y | +34.3% | -13.0% | +47.3% | +37.7% |
| 3Y | +396.3% | +66.9% | +329.4% | +312.8% |
| All | +396.3% | +67.4% | +328.8% | +312.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CBRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling